test_qrecipe.cpp

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/*
 *      This file is part of qpOASES.
 *
 *      qpOASES -- An Implementation of the Online Active Set Strategy.
 *      Copyright (C) 2007-2015 by Hans Joachim Ferreau, Andreas Potschka,
 *      Christian Kirches et al. All rights reserved.
 *
 *      qpOASES is free software; you can redistribute it and/or
 *      modify it under the terms of the GNU Lesser General Public
 *      License as published by the Free Software Foundation; either
 *      version 2.1 of the License, or (at your option) any later version.
 *
 *      qpOASES is distributed in the hope that it will be useful,
 *      but WITHOUT ANY WARRANTY; without even the implied warranty of
 *      MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
 *      See the GNU Lesser General Public License for more details.
 *
 *      You should have received a copy of the GNU Lesser General Public
 *      License along with qpOASES; if not, write to the Free Software
 *      Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */


#include <qpOASES.hpp>
#include <qpOASES/UnitTesting.hpp>

#include "test_qrecipe_data.hpp"



int main( )
{
        USING_NAMESPACE_QPOASES

        long i;
        int_t nWSR;
        real_t tic, toc;
        real_t errP=0.0, errD=0.0;
        real_t *x1 = new real_t[180];
        real_t *y1 = new real_t[271];
        real_t *x2 = new real_t[180];
        real_t *y2 = new real_t[271];

        /* create sparse matrices */
        SymSparseMat *H = new SymSparseMat(180, 180, H_ir, H_jc, H_val);
        SparseMatrix *A = new SparseMatrix(91, 180, A_ir, A_jc, A_val);

        H->createDiagInfo();

        real_t* H_full = H->full();
        real_t* A_full = A->full();

        SymDenseMat *Hd = new SymDenseMat(180,180,180,H_full);
        DenseMatrix *Ad = new DenseMatrix(91,180,180,A_full);

        /* solve with dense matrices */
        nWSR = 1000;
        QProblem qrecipeD(180, 91);
        tic = getCPUtime();
        qrecipeD.init(Hd, g, Ad, lb, ub, lbA, ubA, nWSR, 0);
        toc = getCPUtime();
        qrecipeD.getPrimalSolution(x1);
        qrecipeD.getDualSolution(y1);

        fprintf(stdFile, "Solved dense problem in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);

        /* Compute KKT tolerances */
        real_t statD, feasD, cmplD;
        SolutionAnalysis analyzerD;

        analyzerD.getKktViolation( &qrecipeD, &statD,&feasD,&cmplD );
        printf( "stat = %e\nfeas = %e\ncmpl = %e\n\n", statD,feasD,cmplD );


        /* solve with sparse matrices */
        nWSR = 1000;
        QProblem qrecipeS(180, 91);
        tic = getCPUtime();
        qrecipeS.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
        toc = getCPUtime();
        qrecipeS.getPrimalSolution(x2);
        qrecipeS.getDualSolution(y2);

        fprintf(stdFile, "Solved sparse problem in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);
        
        /* Compute KKT tolerances */
        real_t statS, feasS, cmplS;
        SolutionAnalysis analyzerS;

        analyzerS.getKktViolation( &qrecipeS, &statS,&feasS,&cmplS );
        printf( "stat = %e\nfeas = %e\ncmpl = %e\n\n", statS,feasS,cmplS );

        /* check distance of solutions */
        for (i = 0; i < 180; i++)
                if (getAbs(x1[i] - x2[i]) > errP)
                        errP = getAbs(x1[i] - x2[i]);
        fprintf(stdFile, "Primal error: %9.2e\n", errP);

        for (i = 0; i < 271; i++)
                if (getAbs(y1[i] - y2[i]) > errD)
                        errD = getAbs(y1[i] - y2[i]);
        fprintf(stdFile, "Dual error: %9.2e (might not be unique)\n", errD);

        delete H;
        delete A;
        delete[] H_full;
        delete[] A_full;
        delete Hd;
        delete Ad;

        delete[] y2;
        delete[] x2;
        delete[] y1;
        delete[] x1;

        QPOASES_TEST_FOR_TOL( statD,1e-14 );
        QPOASES_TEST_FOR_TOL( feasD,1e-14 );
        QPOASES_TEST_FOR_TOL( cmplD,1e-13 );
        
        QPOASES_TEST_FOR_TOL( statS,1e-14 );
        QPOASES_TEST_FOR_TOL( feasS,1e-14 );
        QPOASES_TEST_FOR_TOL( cmplS,1e-13 );

        QPOASES_TEST_FOR_TOL( errP,1e-13 );

        return TEST_PASSED;
}


/*
 *      end of file
 */